+375.8%
KMB vs XPO
+10,316.6%
-9,940.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -1.8% |
| 7D | -3.0% | +2.4% | -5.4% | -3.1% |
| 30D | -5.5% | -3.5% | -1.9% | -5.4% |
| 3M | +14.0% | -11.9% | +25.9% | +14.4% |
| 6M | +4.1% | -10.0% | +14.0% | +4.3% |
| YTD | +8.0% | +42.1% | -34.0% | +6.5% |
| 1Y | -13.7% | +47.6% | -61.3% | -15.1% |
| 3Y | -5.9% | +153.6% | -159.5% | -9.8% |
| 5Y | -8.6% | +266.5% | -275.1% | -14.3% |
| 10Y | +17.3% | +1,460.4% | -1,443.2% | +4.3% |
| All | +375.8% | +10,316.6% | -9,940.7% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling